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ZKB Put Warrant auf
Givaudan AG

ISIN: CH1305148467 Security: 130514846 Symbol: GIVKBZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.27
Change -10.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date03.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -39.77%
Year to date (YTD) n.a.
1 month -50.91%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue4'032.00
Premium0.07%
Premium p.a.0.21%
Leverage10.46
Implied volatility0.22

Reference data

ISIN CH1305148467
Symbol GIVKBZ
Security 130514846
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Givaudan N, CH0010645932
Underlying ISIN CH0010645932
Strike 4'000.00
C/P type put
Subscription ratio 500.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 500
Value day 25.03.2024

Key figures

Premium 7.48%
Premium p.a. 20.52%
Leverage 31.55
Implied volatility 22.31%
Moneyness out-of-the-money
Leverage 10.4644
Delta -0.3317
Gamma 0.0000
Theta -0.0014
Rho -0.0111
Vega 0.0183
Fair value 0.27
Intrinsic value n.a.
Break-even 3'867.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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